Results 151 to 160 of about 7,374 (201)

Crossing-Point Estimation in Human-Robot Navigation-Statistical Linearization versus Sigma-Point Transformation. [PDF]

Sensors (Basel)
Palm R, Lilienthal AJ.
europepmc   +1 more source

A Higher Order Unscented Transform [PDF]

SIAM-ASA Journal on Uncertainty Quantification, 2021
We develop a new approach for estimating the expected values of nonlinear functions applied to multivariate random variables with arbitrary distributions. Rather than assuming a particular distribution, we assume that we are only given the first four moments of the distribution.
Deanna C Easley, Tyrus Berry
exaly   +4 more sources

Reply to “Comment on ‘Ensemble Kalman filter with the unscented transform”’ [PDF]

Physica D: Nonlinear Phenomena, 2010
This is a reply to the comment of Dr Sakov on the work "Ensemble Kalman filter with the unscented transform" of Luo and Moroz (2009).
Xiaodong Luo, Ibrahim Hoteit
exaly   +4 more sources

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Transformed Unscented Kalman Filter

IEEE Transactions on Automatic Control, 2013
This technical note concerns the deterministic sampling points construction strategy for unscented Kalman filter (UKF) and cubature Kalman filter (CKF). From the numerical-integration viewpoint, a new deterministic sampling points set is derived by orthogonal transformation on the cubature points.
Lubin Chang, Baiqing Hu, An Li, Fangjun Qin   +3 more
openaire   +1 more source

Stochastic MPC Using the Unscented Transform

2018 Annual American Control Conference (ACC), 2018
Model predictive control for linear stochastic systems with constraints has previously been solved using so called scenario methods which gives an approximate solution which is very computationally demanding. Here the model predictive control problem for linear stochastic system with known fixed system matrices are considered.
Torben Knudsen, John Leth
openaire   +3 more sources

Unscented Transformation based array interpolation

2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2015
It is impossible to enforce exact responses for each sensor involved in an antenna array. Important signal processing techniques such as Estimation of Signal Parameters via Rotational Invariance (ESPRIT), Forward Backward Average (FBA) and Spatial Smoothing (SPS) rely on sensor arrays with Vandermonde or centro-hermitian responses.
Marco A. M. Marinho, João Paulo Carvalho Lustosa da Costa, Felix Antreich, Leonardo R. A. X. de Menezes   +3 more
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Asymmetric Unscented Transform for Failure Prognosis

IEEE Transactions on Reliability, 2016
This paper presents a novel method for sigma point (SP) selection in the context of the unscented transform (UT). Such a method yields an asymmetric SP set, which can be especially useful in failure prognosis applications. The proposed method can be employed to overcome performance limitations associated with the application of conventional UT for the ...
Bruno P. Leao, Takashi Yoneyama, João Paulo Pordeus Gomes   +2 more
openaire   +1 more source

An Unscented Transformation for Conditionally Linear Models

2007 IEEE International Conference on Acoustics, Speech and Signal Processing - ICASSP '07, 2007
A new method of applying the unscented transformation to conditionally linear transformations of Gaussian random variables is proposed. This method exploits the structure of the model to reduce the required number of sigma points. A common application of the unscented transformation is to nonlinear filtering where it used to approximate the moments ...
Mark R. Morelande, William Moran 0001
openaire   +1 more source